-10.2%
TEAM vs FROG
+41.7%
-51.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +35.3% | -51.5% | -30.2% |
| 7D | -19.8% | +7.0% | -26.8% | -26.3% |
| 30D | -21.5% | +2.9% | -24.4% | -26.9% |
| 3M | +39.5% | +21.6% | +17.9% | +20.7% |
| 6M | +73.1% | +87.7% | -14.6% | +20.8% |
| YTD | -5.2% | +61.7% | -66.9% | -30.9% |
| 1Y | -1.6% | +113.7% | -115.2% | -38.1% |
| 3Y | -11.4% | +267.7% | -279.2% | -61.9% |
| 5Y | -65.1% | +158.8% | -223.9% | -84.7% |
| All | -10.2% | +41.7% | -51.9% | -57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FROG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling